The paper examines the behavior of stock returns in the Egyptian stock exchange, the efficiency of the market in pricing securities, and the relationship between returns and conditional volatility. GARCH(p,q)-M models estimated for the four best known daily indices indicate significant...

The paper examines the behavior of stock returns in the Egyptian stock exchange, the efficiency of the market in pricing securities, and the relationship between returns and conditional volatility. GARCH(p,q)-M models estimated for the four best known daily indices indicate significant...

Egypt needs to diversify exports further in order to emerge from its isolation and to draw the maximum advantage from the growth potential offered by trade globalisation. To what extent does the bilateral free trade agreement with the European Union encourage the transition from a rentier...